Koko, that’s certainly a frustrating situation. DxO should clean up the sRGB profiles attached to exported images if this is a wide spread issue. What might help you here is to both check and then manipulate the sRGB profile via EXIFtool. EXIFtool is command line but there’s lots of GUI software which will work with its data. GraphicConverter is one such tool on Mac.
I see you are a Windows user and as I’m not, I can’t recommend the right GUI software for Windows based on EXIFtool but there’s lots out there (better choices than Mac). Perhaps someone else could point you in the right direction. @Al99 gave me some very good tips on lens profiles and EXIFtool.